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Predictable Changes in Yields...
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Predictable changes in yields and forward rates
Backus, David
;
Foresi, Silverio
;
Mozumdar, Abon
;
Wu, Liuren
- In:
Journal of financial economics
59
(
2001
)
3
,
pp. 281-312
Persistent link: https://www.econbiz.de/10006513778
Saved in:
2
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
3
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
Saved in:
4
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
Saved in:
5
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
6
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
- In:
Journal of financial economics
59
(
2001
)
3
,
pp. 281-311
Persistent link: https://www.econbiz.de/10001545047
Saved in:
7
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
Saved in:
8
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-142
Persistent link: https://www.econbiz.de/10006505043
Saved in:
9
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10007894623
Saved in:
10
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10007795154
Saved in:
1
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